Flávio Augusto Ziegelmann

According to our database, Flávio Augusto Ziegelmann authored at least 3 papers between 2008 and 2019.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2019

Robust factor modelling for high-dimensional time series: An application to air pollution data.

Valderio Anselmo Reisen, Adriano Marcio Sgrancio, Céline Lévy-Leduc, Pascal Bondon, Edson Zambon Monte, Higor Henrique Aranda Cotta, Flávio Augusto Ziegelmann

Appl. Math. Comput., 2019

2018

Robust estimation of fractional seasonal processes: Modeling and forecasting daily average SO₂ concentrations.

Valderio Anselmo Reisen, Edson Zambon Monte, Glaura da Conceição Franco, Adriano Marcio Sgrancio, Fábio Alexander Fajardo Molinares, Pascal Bondon, Flávio Augusto Ziegelmann, Bovas Abraham

Math. Comput. Simul., 2018

2008

A Local Linear Least-Absolute-Deviations Estimator of Volatility.

Flávio Augusto Ziegelmann

Commun. Stat. Simul. Comput., 2008